1Combine rosemary, parsley, thyme, garlic, cumin, lemon juice and 2 tablespoons olive oil in the small bowl of a food processor. Process into a coarse puree. Scrape puree into a medium bowl and stir in lemon and orange zests. Set aside.
2Unroll lamb and place fat side down between 2 pieces of plastic wrap. Pound lamb using a rolling pin or meat mallet to about ¾-inch thickness, creating as much of a rectangle shape as possible. Making a few shallow cuts in the thicker portions of the interior of the lamb will help it to flatten more easily when pounding.
3Season both sides with salt and pepper then lay lamb on work surface fat side down. Spread the puree evenly on top.
4Starting from the short side, tightly roll lamb in a jelly-roll fashion. Using butcher’s twine, tie at 1-inch intervals to secure lamb and create a cylindrical shape. Cook immediately or wrap and refrigerate up to 24 hours. Before cooking, remove lamb from refrigerator and allow to rest at room temperature for 1 hour.
5To cook, insert wire rack into rack position 6. Press PHASE COOK then select ROAST/450°F/15 minutes. Press SELECT/ CONFIRM to confirm the first cooking phase. Select ROAST/325°F/ 50 minutes for the second phase and press START to preheat oven.
6Set lamb on broiling rack inserted in roasting pan and brush top with remaining 1 tablespoon olive oil.
7Once preheated, place the lamb in oven and roast about 65 minutes until an instant-read thermometer inserted into the center of the thickest part reads 125°F for medium-rare. The temperature will continue to rise as the lamb rests.
8Transfer lamb to a cutting board, loosely tent with foil and rest for 20 minutes before slicing. Serve.